PCA Index Dashboard Examples

This script was last run at 2024-03-19 13:17:50.552686+00:00 (UTC)
In US/Central Time, this is 2024-03-19 08:17:50.552686-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897377	-0.475547	0.085743	-0.007918	0.545625	0.254715
1997-01-03	-0.885668	-0.475547	-0.156047	0.007598	0.745194	0.205559
1997-01-06	-0.881766	-0.475547	-0.064624	-0.015676	0.778070	0.269499
1997-01-07	-0.881766	-0.454721	-0.129582	-0.046708	0.837693	0.383108
1997-01-08	-0.893474	-0.454721	-0.022521	-0.085498	0.785731	0.496325
...	...	...	...	...	...	...
2024-03-12	-0.842736	-1.506446	-0.792400	1.815221	1.034499	0.037081
2024-03-13	-0.862251	-1.506446	-0.803226	1.760915	1.064972	0.154025
2024-03-14	-0.862251	-1.475206	-0.725035	1.760915	0.887908	0.499702
2024-03-15	-0.858348	-1.496032	-0.723833	1.691093	0.831924	0.578985
2024-03-18	-0.870057	-1.475206	-0.723833	1.691093	0.653199	0.578985

7189 rows × 6 columns

pc1

DATE
1997-01-02   -0.578507
1997-01-03   -0.684683
1997-01-06   -0.667577
1997-01-07   -0.703959
1997-01-08   -0.673617
                ...   
2024-03-12   -1.589572
2024-03-13   -1.611583
2024-03-14   -1.594374
2024-03-15   -1.582534
2024-03-18   -1.542857
Name: PC1, Length: 7189, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()